Hybrid modeling, HMM/NN architectures, and protein applications

We describe a hybrid modeling approach where the parameters of a model are calculated and modulated by another model, typically a neural network (NN), to avoid both overfitting and underfitting. We develop the approach for the case of Hidden Markov Models (HMMs), by deriving a class of hybrid HMM/NN architectures. These architectures can be trained with unified algorithms that blend HMM dynamic programming with NN backpropagation. In the case of complex data, mixtures of HMMs or modulated HMMs must be used. NNs can then be applied both to the parameters of each single HMM, and to the switching or modulation of the models, as a function of input or context. Hybrid HMM/NN architectures provide a flexible NN parameterization for the control of model structure and complexity. At the same time, they can capture distributions that, in practice, are inaccessible to single HMMs. The HMM/NN hybrid approach is tested, in its simplest form, by constructing a model of the immunoglobulin protein family. A hybrid model is trained, and a multiple alignment derived, with less than a fourth of the number of parameters used with previous single HMMs

On the Inability of Markov Models to Capture Criticality in Human Mobility

We examine the non-Markovian nature of human mobility by exposing the inability of Markov models to capture criticality in human mobility. In particular, the assumed Markovian nature of mobility was used to establish a theoretical upper bound on the predictability of human mobility (expressed as a minimum error probability limit), based on temporally correlated entropy. Since its inception, this bound has been widely used and empirically validated using Markov chains. We show that recurrent-neural architectures can achieve significantly higher predictability, surpassing this widely used upper bound. In order to explain this anomaly, we shed light on several underlying assumptions in previous research works that has resulted in this bias. By evaluating the mobility predictability on real-world datasets, we show that human mobility exhibits scale-invariant long-range correlations, bearing similarity to a power-law decay. This is in contrast to the initial assumption that human mobility follows an exponential decay. This assumption of exponential decay coupled with Lempel-Ziv compression in computing Fano's inequality has led to an inaccurate estimation of the predictability upper bound. We show that this approach inflates the entropy, consequently lowering the upper bound on human mobility predictability. We finally highlight that this approach tends to overlook long-range correlations in human mobility. This explains why recurrent-neural architectures that are designed to handle long-range structural correlations surpass the previously computed upper bound on mobility predictability

Shape-constrained Estimation of Value Functions

We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate dynamic programming and applied probability in general. We incorporate "soft information" into the estimation algorithm, such as knowledge of convexity, monotonicity, or Lipchitz constants. In the presence of such information, a nonparametric estimator for the value function can be computed that is provably consistent as the simulated time horizon tends to infinity. As an application, we implement our method on price tolling agreement contracts in energy markets

CATHEDRAL: A Fast and Effective Algorithm to Predict Folds and Domain Boundaries from Multidomain Protein Structures

We present CATHEDRAL, an iterative protocol for determining the location of previously observed protein folds in novel multidomain protein structures. CATHEDRAL builds on the features of a fast secondary-structure–based method (using graph theory) to locate known folds within a multidomain context and a residue-based, double-dynamic programming algorithm, which is used to align members of the target fold groups against the query protein structure to identify the closest relative and assign domain boundaries. To increase the fidelity of the assignments, a support vector machine is used to provide an optimal scoring scheme. Once a domain is verified, it is excised, and the search protocol is repeated in an iterative fashion until all recognisable domains have been identified. We have performed an initial benchmark of CATHEDRAL against other publicly available structure comparison methods using a consensus dataset of domains derived from the CATH and SCOP domain classifications. CATHEDRAL shows superior performance in fold recognition and alignment accuracy when compared with many equivalent methods. If a novel multidomain structure contains a known fold, CATHEDRAL will locate it in 90% of cases, with <1% false positives. For nearly 80% of assigned domains in a manually validated test set, the boundaries were correctly delineated within a tolerance of ten residues. For the remaining cases, previously classified domains were very remotely related to the query chain so that embellishments to the core of the fold caused significant differences in domain sizes and manual refinement of the boundaries was necessary. To put this performance in context, a well-established sequence method based on hidden Markov models was only able to detect 65% of domains, with 33% of the subsequent boundaries assigned within ten residues. Since, on average, 50% of newly determined protein structures contain more than one domain unit, and typically 90% or more of these domains are already classified in CATH, CATHEDRAL will considerably facilitate the automation of protein structure classification